Generating observations with an AR(1) Model
Generating observations with an AR(1) Model
That works fine, thanks
Last edited by tomsmith on Mon Feb 21, 2011 9:51 am, edited 2 times in total.
Re: Generating observations with an AR(1) Model
The Johnston and DiNardo example johnp059.rpf and the Hamilton example hamp055.rpf are almost spot-on for what you want to do. The Johnston example uses the same "shocks" for each process, while the Hamilton one draws them independently.